DZ Bank Put 350 2FE 20.12.2024
/ DE000DJ86BX9
DZ Bank Put 350 2FE 20.12.2024/ DE000DJ86BX9 /
| 2024-06-17 5:04:42 PM |
Chg.-0.020 |
Bid5:18:11 PM |
Ask5:18:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-1.32% |
1.490
Bid Size: 30,000 |
1.510
Ask Size: 30,000 |
FERRARI N.V. |
350.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
DJ86BX |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.98 |
| Time value: |
1.59 |
| Break-even: |
334.10 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
6.71% |
| Delta: |
-0.28 |
| Theta: |
-0.06 |
| Omega: |
-6.74 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.520 |
| High: |
1.530 |
| Low: |
1.430 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+2.74% |
| 3 Months |
|
|
-21.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.190 |
| 1M High / 1M Low: |
1.770 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
